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The only way that I’m aware of, to do this, is create a Page and write the php to do what you want. Most people would write their own Theme template to do that, but I prefer using the Shortcode Exec PHP plugin at http://ww.wp.xz.cn/extend/plugins/shortcode-exec-php/

Either way, you would be coding

$posts = get_posts( array(
	'category_name' => 'activities',
	'posts_per_page' => -1,
	'orderby' => 'post_date',
	'order' => 'DESC'
	)
);

to get the posts (in this example, from category=activities) and then go through a foreach loop to format each post title as a link. That code might begin:

foreach ( $posts as $post ) {
	setup_postdata($post);